+443.5%
VRTX vs FDX
+178.0%
+265.6%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -2.6% | -0.6% | -2.6% |
| 7D | -3.4% | -3.3% | -0.1% | -2.7% |
| 30D | +6.6% | -1.4% | +8.0% | +6.9% |
| 3M | +19.4% | -4.5% | +23.9% | +20.3% |
| 6M | +15.8% | +9.4% | +6.4% | +13.0% |
| YTD | +16.7% | +36.0% | -19.4% | +8.4% |
| 1Y | +33.8% | +75.5% | -41.7% | +17.5% |
| 3Y | +54.2% | +62.8% | -8.6% | +34.0% |
| 5Y | +176.4% | +64.4% | +112.0% | +133.4% |
| 10Y | +443.5% | +175.5% | +268.1% | +246.4% |
| All | +443.5% | +178.0% | +265.6% | +246.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FDX.
Daily Out/Under-Performance
Portfolio return minus FDX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDX return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded FDX wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling